Esempio n. 1
0
        public override void onUserLogin(String userName, String password, int nRequestId, XtError error)
        {
            System.Console.WriteLine("UserLogin " + (error.isSuccess() ? " rtn success" : (" ERR ID" + error.errorID() + " msg: " + error.errorMsg() + userName)));

            //m_TraderApi.userLogout("trade1", "123", ++this.m_nRequestId);//客户端用户登出(测试无效)
            //m_TraderApi.reqAccountDetail(accountID, ++this.m_nRequestId);//请求资金明细
            //m_TraderApi.reqOrderDetail(accountID, ++this.m_nRequestId);//请求资金明细
            //m_TraderApi.reqDealDetail(accountID, ++this.m_nRequestId);//请求成交明细
            //m_TraderApi.reqPositionDetail(accountID, ++this.m_nRequestId);//请求持仓明细
            //m_TraderApi.reqPositionStatics(accountID, ++this.m_nRequestId);//请求持仓统计
            //m_TraderApi.reqPriceData("SZ", "002208", ++this.m_nRequestId);//行情数据请求

            COrdinaryOrder ordinaryOrder = new COrdinaryOrder();

            ordinaryOrder.m_strAccountID   = accountID;
            ordinaryOrder.m_ePriceType     = EPriceType.PRTP_BUY1;
            ordinaryOrder.m_nVolume        = 200;
            ordinaryOrder.m_dSuperPrice    = 0;
            ordinaryOrder.m_strMarket      = "SZ";
            ordinaryOrder.m_strInstrument  = "002589";
            ordinaryOrder.m_eOperationType = EOperationType.OPT_BUY;
            ordinaryOrder.m_eHedgeFlag     = EHedge_Flag_Type.HEDGE_FLAG_ARBITRAGE;
            m_TraderApi.order(ordinaryOrder, ++this.m_nRequestId);//下单操作(普通单)


            //CGroupOrder groupOrder = new CGroupOrder();
            //m_TraderApi.order(groupOrder, ++this.m_nRequestId);//下单操作(组合单)
            //CAlgorithmOrder algorithmOrder = new CAlgorithmOrder();
            //m_TraderApi.order(algorithmOrder, ++this.m_nRequestId);//下单操作(算法单)
            //int orderID = 1;
            //m_TraderApi.cancel(orderID, ++this.m_nRequestId);//撤单操作
        }
Esempio n. 2
0
        /// <summary>
        /// 用户登录状态
        /// </summary>
        /// <param name="accountID"></param>
        /// <param name="status"></param>
        /// <param name="errorMsg"></param>
        public override void onRtnLoginStatus(String accountID, EBROKER_LOGIN_STATUS status, String errorMsg)
        {
            System.Console.WriteLine("onRtnLoginStatus id " + accountID + ((status == EBROKER_LOGIN_STATUS.BROKER_LOGIN_STATUS_OK) ? (status + "") : (" with error " + errorMsg)));
            String stockAccountID = "37000088";

            if (status == EBROKER_LOGIN_STATUS.BROKER_LOGIN_STATUS_OK && stockAccountID == accountID)
            {
                {
                    if (accountID == stockAccountID)
                    {
                        for (int i = 0; i < 1; ++i)
                        {
                            COrdinaryOrder orderInfo = new COrdinaryOrder();
                            orderInfo.m_strAccountID   = accountID;
                            orderInfo.m_nVolume        = 1000;
                            orderInfo.m_eOperationType = EOperationType.OPT_SELL;
                            orderInfo.m_dPrice         = 15.29; // priceType != PRTP_FIX
                            orderInfo.m_ePriceType     = EPriceType.PRTP_FIX;
                            orderInfo.m_strInstrument  = "000002";
                            orderInfo.m_strMarket      = "SZ";
                            System.Console.WriteLine("stock order");
                            m_TraderApi.order(orderInfo, 100);
                            System.Console.WriteLine("after stock order");
                        }
                    }
                    else
                    {
                        for (int i = 0; i < 1; ++i)
                        {
                            COrdinaryOrder orderInfo = new COrdinaryOrder();
                            orderInfo.m_strAccountID   = accountID;
                            orderInfo.m_nVolume        = 1;
                            orderInfo.m_eOperationType = EOperationType.OPT_SELL;
                            //orderInfo.m_dPrice = 97.2;   // priceType != PRTP_FIX
                            orderInfo.m_ePriceType    = EPriceType.PRTP_FIX;
                            orderInfo.m_strInstrument = "000002";
                            orderInfo.m_strMarket     = "SZ";
                            orderInfo.m_strProduct    = "IF1502";
                            System.Console.WriteLine("order");
                            m_TraderApi.order(orderInfo, 100);
                            System.Console.WriteLine("after order");
                        }
                    }
                }//*/
                //*
                {
                    CGroupOrder orderInfo = new CGroupOrder();
                    orderInfo.m_orderParam = new CAlgorithmOrder();
                    orderInfo.m_orderParam.m_dSingleVolumeRate      = 0.5;
                    orderInfo.m_orderParam.m_dSuperPrice            = 1;
                    orderInfo.m_orderParam.m_dPriceRangeMax         = 100;
                    orderInfo.m_orderParam.m_dPriceRangeMin         = 1;
                    orderInfo.m_orderParam.m_dPlaceOrderInterval    = 0.001;
                    orderInfo.m_orderParam.m_dWithdrawOrderInterval = 10;
                    orderInfo.m_orderParam.m_eOperationType         = EOperationType.OPT_SELL;
                    orderInfo.m_orderParam.m_ePriceType             = EPriceType.PRTP_LATEST;
                    orderInfo.m_orderParam.m_eSingleVolumeType      = EVolumeType.VOLUME_FIX;
                    orderInfo.m_orderParam.m_nMaxOrderCount         = 1000;
                    orderInfo.m_orderParam.m_nMaxWithdrawCount      = 100;
                    orderInfo.m_orderParam.m_strAccountID           = stockAccountID;
                    orderInfo.m_nOrderNum     = 18;
                    orderInfo.m_strInstrument = new String[18];
                    orderInfo.m_strMarket     = new String[18];
                    orderInfo.m_nVolume       = new int[18];// = 200;
                    for (int i = 0; i < 18; i++)
                    {
                        String strInstrumentID = "";
                        int    instrumentid    = 2 * i + 2;
                        if (instrumentid < 10)
                        {
                            strInstrumentID = "00000";
                        }
                        else
                        {
                            strInstrumentID = "0000";
                        }
                        strInstrumentID += instrumentid;
                        orderInfo.m_strInstrument[i] = strInstrumentID;
                        orderInfo.m_strMarket[i]     = "SZ";
                        orderInfo.m_nVolume[i]       = 200;// = 200;
                    }
                    m_TraderApi.order(orderInfo, 18);
                    //System.Console.WriteLine("Order time: " + makeCurTimestamp());//  + std::endl;
                }//*/
                //*
                {
                    CAlgorithmOrder orderInfo = new CAlgorithmOrder();
                    orderInfo.m_dPlaceOrderInterval    = 0.001;
                    orderInfo.m_dPriceRangeMax         = 100;
                    orderInfo.m_dPriceRangeMin         = 6.7;
                    orderInfo.m_dSingleVolumeRate      = 0.005;
                    orderInfo.m_dSuperPrice            = 0.5;
                    orderInfo.m_dWithdrawOrderInterval = 10;
                    orderInfo.m_eOperationType         = EOperationType.OPT_BUY;
                    orderInfo.m_ePriceType             = EPriceType.PRTP_LATEST;
                    orderInfo.m_eSingleVolumeType      = EVolumeType.VOLUME_FIX;
                    orderInfo.m_nMaxOrderCount         = 300;
                    orderInfo.m_strAccountID           = stockAccountID;
                    orderInfo.m_strInstrument          = "000002";
                    orderInfo.m_strMarket = "SZ";
                    orderInfo.m_nVolume   = 500;
                    m_TraderApi.order(orderInfo, 19);
                }//*/
            }
        }